20. May 2022 Müller, Lukas: Worst-Case Portfolio Optimization: Stress Scenarios, Crash-/Default-Risk and AmbiguityDisputation, 20. Mai 2022, um 14:00 UhrRead moreMore about Müller, Lukas: Worst-Case Portfolio Optimization: Stress Scenarios, Crash-/Default-Risk and Ambiguity
13. May 2022 Schnürch, Simon: Mortality Modeling: Machine Learning and Mortality ShocksDisputation, 13. Mai 2022, um 8:00 Uhr in Hörsaal 48-210Read moreMore about Schnürch, Simon: Mortality Modeling: Machine Learning and Mortality Shocks
13. April 2022 Buch, Robert: Analytical Description of Variational Autoencoders and Application of Temporal Variational Autoencoders to Financial Risk ManagementDisputation, 13. April 2022, um 14:30 UhrRead moreMore about Buch, Robert: Analytical Description of Variational Autoencoders and Application of Temporal Variational Autoencoders to Financial Risk Management
28. March 2022 Laudagé, Christian: Good Deal Bounds for Option Pricesunder VaR and ES Constraints, MAI and SUBMA Risk MeasuresDisputation, 28. März 2022, um 9:30 UhrRead moreMore about Laudagé, Christian: Good Deal Bounds for Option Pricesunder VaR and ES Constraints, MAI and SUBMA Risk Measures
17. December 2021 Oktoviany, Prilly: Price modeling and portfolio optimization in commodity marketsDisputation, 17. Dezember 2021, um 16:00 UhrRead moreMore about Oktoviany, Prilly: Price modeling and portfolio optimization in commodity markets
05. November 2021 Gamage, Nilusha Karunathunge: Index Insurance for Farmers: Modeling, Demand and Combination with Further ProductsDisputation, 5. November 2021, um 15:45 UhrRead moreMore about Gamage, Nilusha Karunathunge: Index Insurance for Farmers: Modeling, Demand and Combination with Further Products